I've had two natural pregnancies, and I've taken progesterone for each one. The first time I was prepping for an IVF cycle so I had a stash, and the RE actually suggested it as an "it can't hurt" measure. I took it until I ran out at 10 weeks.
This past time my levels weren't great - 18 at 5w, then 15 a few days later. I was with my ob, not an RE, and he referred me to a high risk specialist for a progesterone prescription (I don't think he deals with many 40-something infertility experts like myself!). She had no problem prescribing progesterone and I was on it up to 12w.
Congrats and good luck!!!